Anic Equity¶

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Total return since start: 0.689 %¶

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Equity now: -----------------------------> 51590.51 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48391.45 Kr¶

PnL: ---------------------------------------> -696.12 Kr¶

DD now: ---------------------------------> -0.681 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-31 12:11:07.969472'

Anic Portfolio¶

Today¶

Return: -0.594 %¶

This Week¶

Return: 8.549 %¶

Total¶

Return: 68.894 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 0.640000 3402.000000 222.000000 6.980000 3180.000006
HMS Networks 2 -1.940000 766.800000 93.800000 13.940000 673.000000
Nordea Bank Abp 29 0.300000 3545.540000 91.540000 2.650000 3453.999992
HEBA B 70 -1.160000 2691.500000 55.500000 2.110000 2636.000010
SAAB B 8 0.020000 3428.000000 51.000000 1.510000 3377.000000
Swedbank A 3 3.100000 609.300000 45.300000 8.030000 564.000000
Resurs Holding 22 0.510000 612.040000 38.040000 6.630000 573.999998
MedCap 2 -1.080000 458.000000 37.000000 8.790000 421.000000
AcadeMedia 12 -0.280000 592.800000 35.800000 6.430000 557.000004
Fasadgruppen Group 38 1.480000 4172.400000 31.400000 0.760000 4140.999992
Samhällsbyggnadsbo. i Norden B 20 -0.730000 380.300000 25.300000 7.130000 355.000000
Intrum 4 0.560000 542.400000 15.400000 2.920000 527.000000
Eastnine 4 -0.480000 501.600000 10.600000 2.160000 491.000000
OEM International B 7 -2.040000 537.600000 9.600000 1.820000 527.999997
Norva24 Group 16 -0.580000 552.000000 9.000000 1.660000 543.000000
Karnov Group 9 0.000000 543.600000 7.600000 1.420000 536.000004
Creaspac SPAC 6 -0.210000 579.000000 2.000000 0.350000 577.000002
Samhällsbyggnadsbo. i Norden D 12 0.190000 247.200000 1.200000 0.490000 246.000000
Handelsbanken A 5 0.690000 547.000000 1.000000 0.180000 546.000000
Securitas B 6 -1.530000 570.240000 0.240000 0.040000 570.000000
Coor Service Management Hold. 8 -0.450000 528.800000 -3.200000 -0.600000 532.000000
Fastighetsbolag. Emilshus Pref 21 -3.280000 557.550000 -4.450000 -0.790000 562.000005
Corem Property Group B 59 -1.830000 570.830000 -6.170000 -1.070000 576.999999
Midsona B 63 -3.700000 573.300000 -9.700000 -1.660000 582.999984
Boozt 12 -0.800000 1632.000000 -22.000000 -1.330000 1653.999996
Sampo Oyj SDB 7 -0.270000 3822.000000 -28.000000 -0.730000 3850.000000
Essity B 2 -0.760000 545.800000 -28.200000 -4.910000 574.000000
CTEK 13 -1.900000 496.860000 -37.140000 -6.960000 533.999999
International Petroleum Corp. 5 -2.980000 553.500000 -41.070000 -6.910000 594.565215
Vivesto 1368 0.240000 569.090000 -43.910000 -7.160000 612.999432
Essity A 4 -1.260000 1094.000000 -55.000000 -4.790000 1149.000000
Beijer Electronics Group 27 -2.310000 2970.000000 -114.000000 -3.700000 3083.999994
OX2 22 0.190000 1785.300000 -203.700000 -10.240000 1989.000002
Axfood 15 -0.440000 4027.500000 -272.500000 -6.340000 4300.000005
Ovzon 64 -2.040000 3385.600000 -610.400000 -15.280000 3996.000000
TOTAL 48391.450000 -696.120000 -0.68125% 49087.564636

Updated:¶

'2023-01-31 12:11:21.044040'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶